If you suffer from depression and you have not gotten relief from seeing psychologists without little results then you should keep looking. I don't want you to feel discouraged but you should ever feel that you are getting no help from any provider. Sometimes a doctor patient relationship has to have a certain fit. Anything less is unacceptable. If you have a good relationship with your psychologist then you won't feel as hopeless when your wife is not as sensitive as you like.
As far as your relationship your wife could attend a session or two to learn how her lack of understanding effects your feelings about your mental health. You have valid concerns and this can be addressed by a professional so that you don't feel so unsupported. Even if she meets with your psychiatrist or doctor that gives you your meds you have a better chance that she will understand your problems. If you want to use a marriage counselor instead that is fine.
There are clinicians that have fee sliding scales or reduced fees if you contact the psychological association in your state. If you think you would rather use self help that is find too. There are resources geared towards communicating your needs to her. Find something regarding communicating your mental health needs to your partner.
Learn how to communicate by using Mars and Venus Together Forever about general things.
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